Econometrics

table of contents List of Figures Preface 1 xvii 19 Finite-Sample Properties of OLS 1.1 The innocent analog retroflection modeling The Linearity forecast Matrix Notation The hard-and-fast Exogeneity Assumption Implications of Strict Exogeneity Strict Exogeneity in Time-Series simulates Other Assumptions of the Model The Classical Regression Model for Random Samples Fixed Regressors 1.2 The Algebra of Least Squares OLS Minimizes the summarise of Squared Residuals approach pattern Equations Two Expressions for the OLS Estimator More Concepts and Algebra powerful Analysis (optional) A Note on the Computation of OLS minds 1.3 Finite-Sample Properties of OLS Finite-Sample scattering of b Finite-Sample Properties of s2 Estimate of Var(b 1 X) 1.4 Hypothesis exam under Normality usually Distributed Error Terms Testing Hypotheses nigh Individual Regression Coefficients Decision Rule for the t-Test Confidence Interval vi Contents p-Value Linear Hypothes es The F-Test A More Convenient Expression for F t versus F An Example of a Test Statistic Whose diffusion Depends on X 1.

5 Relation to Maximum likelihood The Maximum likelihood Principle Conditional versus Unconditional likeliness The Log Likelihood for the Regression Model ML via intemperate Likelihood Cramer-Rao wince for the Classical Regression Model The F-Test as a Likelihood Ratio Test Quasi-Maximum Likelihood 1.6 extrapolate Least Squares (GLS) return of Relaxing Assumption 1.4 Efficient love with get byn V A Special Case: burthen Least Squares (WLS) close Nature of GLS 1.7 Application: Returns to overcome in Electricity summate The Electri! city Supply Industry The information Why Do We Need Econometrics? The Cobb-Douglas Technology How Do We Know Things are Cobh-Douglas? Are the OLS Assumptions Satisfied? Restricted Least Squares Testing the Homogeneity of the cost Function Detour: A preventative Note on R~ Testing Constant Returns to Scale Importance of Plotting Residuals consequent Developments Problem Set...If you want to get a full essay, fellowship it on our website: BestEssayCheap.com

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